NYMEX Light Sweet Crude Oil Future May 2019


Trading Metrics calculated at close of trading on 27-Dec-2018
Day Change Summary
Previous Current
26-Dec-2018 27-Dec-2018 Change Change % Previous Week
Open 44.07 47.58 3.51 8.0% 52.54
High 48.00 47.63 -0.37 -0.8% 53.02
Low 43.55 45.39 1.84 4.2% 46.07
Close 47.26 45.63 -1.63 -3.4% 46.61
Range 4.45 2.24 -2.21 -49.7% 6.95
ATR 2.56 2.54 -0.02 -0.9% 0.00
Volume 41,259 22,456 -18,803 -45.6% 165,152
Daily Pivots for day following 27-Dec-2018
Classic Woodie Camarilla DeMark
R4 52.94 51.52 46.86
R3 50.70 49.28 46.25
R2 48.46 48.46 46.04
R1 47.04 47.04 45.84 46.63
PP 46.22 46.22 46.22 46.01
S1 44.80 44.80 45.42 44.39
S2 43.98 43.98 45.22
S3 41.74 42.56 45.01
S4 39.50 40.32 44.40
Weekly Pivots for week ending 21-Dec-2018
Classic Woodie Camarilla DeMark
R4 69.42 64.96 50.43
R3 62.47 58.01 48.52
R2 55.52 55.52 47.88
R1 51.06 51.06 47.25 49.82
PP 48.57 48.57 48.57 47.94
S1 44.11 44.11 45.97 42.87
S2 41.62 41.62 45.34
S3 34.67 37.16 44.70
S4 27.72 30.21 42.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.57 43.46 5.11 11.2% 2.74 6.0% 42% False False 32,815
10 54.25 43.46 10.79 23.6% 2.67 5.8% 20% False False 32,428
20 55.36 43.46 11.90 26.1% 2.44 5.4% 18% False False 30,439
40 67.60 43.46 24.14 52.9% 2.35 5.1% 9% False False 26,447
60 75.80 43.46 32.34 70.9% 2.10 4.6% 7% False False 21,927
80 75.80 43.46 32.34 70.9% 1.85 4.1% 7% False False 18,229
100 75.80 43.46 32.34 70.9% 1.67 3.7% 7% False False 15,323
120 75.80 43.46 32.34 70.9% 1.56 3.4% 7% False False 13,441
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 57.15
2.618 53.49
1.618 51.25
1.000 49.87
0.618 49.01
HIGH 47.63
0.618 46.77
0.500 46.51
0.382 46.25
LOW 45.39
0.618 44.01
1.000 43.15
1.618 41.77
2.618 39.53
4.250 35.87
Fisher Pivots for day following 27-Dec-2018
Pivot 1 day 3 day
R1 46.51 45.73
PP 46.22 45.70
S1 45.92 45.66

These figures are updated between 7pm and 10pm EST after a trading day.

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